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A Fritz John Approach to First Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
Abstract:Mathematical programs with equilibrium constraints (MPECs) are nonlinear programs which do not satisfy any of the common constraint qualifications. In order to obtain first order optimality conditions, constraint qualifications tailored to MPECs have been developed and researched in the past. This has been done by falling back on technical proofs or results from nonsmooth analysis. In this article, we use a completely different approach and show how the standard Fritz John conditions may be used in order to obtain short and elementary proofs for the most important optimality conditions for MPECs. As a by-product, we obtain a new stationarity concept.
Keywords:Mathematical Programs With Equilibrium Constraints  Constraint Qualifications  Fritz John Conditions  First Order Conditions  Mathematics Subject Classification 2000: Primary: 90c46  Secondary: 90c30
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